2019-07-16 |
MARKET DATA |
No 135 (3665) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
50,00 |
51,98 |
4 |
240,00 |
251,09 |
4 |
290,00 |
303,07 |
8 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0719 |
PL0000108148 |
100,03 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,14 |
101,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
100,19 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,72 |
98,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
104,93 |
105,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,87 |
100,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
97,27 |
97,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,39 |
100,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,23 |
109,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,56 |
101,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,35 |
112,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,46 |
102,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,78 |
108,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,78 |
102,74 |
102,780 |
102,780 |
102,780 |
102,780 |
102,780 |
20 000 |
20,67 |
1 |
PS1024 |
PL0000111720 |
101,43 |
101,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,83 |
106,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,24 |
102,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,05 |
102,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
104,10 |
104,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
130,77 |
131,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,45 |
104,40 |
104,400 |
104,400 |
104,390 |
104,390 |
104,395 |
20 000 |
21,28 |
2 |
WS0437 |
PL0000104857 |
115,09 |
154,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,74 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,31 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,39 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,05 |
100,04 |
100,040 |
100,040 |
100,040 |
100,040 |
100,040 |
10 000 |
10,03 |
1 |
WZ0124 |
PL0000107454 |
99,50 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,38 |
99,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
98,92 |
99,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
98,48 |
98,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
97,20 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
96,63 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
50 000 |
51,98 |
4 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,12 |
101,26 |
1,30 |
0,81 |
101,19 |
1,06 |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,26 |
1,27 |
1,16 |
100,22 |
1,21 |
OK0720 |
PL0000110375 |
98,69 |
98,84 |
1,30 |
1,15 |
98,77 |
1,22 |
DS1020 |
PL0000106126 |
104,90 |
105,05 |
1,33 |
1,21 |
104,98 |
1,27 |
WZ0121 |
PL0000106068 |
100,35 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,81 |
100,98 |
1,53 |
1,43 |
100,90 |
1,48 |
OK0521 |
PL0000111274 |
97,23 |
97,44 |
1,53 |
1,41 |
97,34 |
1,46 |
PS0721 |
PL0000109153 |
100,34 |
100,49 |
1,58 |
1,50 |
100,42 |
1,54 |
DS1021 |
PL0000106670 |
109,22 |
109,40 |
1,58 |
1,50 |
109,31 |
1,54 |
PS0422 |
PL0000109492 |
101,51 |
101,74 |
1,69 |
1,60 |
101,63 |
1,64 |
WS0922 |
PL0000102646 |
112,29 |
112,58 |
1,74 |
1,66 |
112,44 |
1,70 |
WZ1122 |
PL0000109377 |
99,97 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
102,41 |
102,56 |
1,79 |
1,74 |
102,49 |
1,76 |
IZ0823 |
PL0000105359 |
113,52 |
114,19 |
--- |
--- |
113,86 |
--- |
DS1023 |
PL0000107264 |
108,72 |
108,97 |
1,85 |
1,80 |
108,85 |
1,82 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,69 |
102,90 |
1,90 |
1,86 |
102,80 |
1,88 |
WZ0524 |
PL0000110615 |
99,31 |
99,49 |
--- |
--- |
99,40 |
--- |
PS1024 |
PL0000111720 |
101,32 |
101,53 |
1,98 |
1,94 |
101,43 |
1,96 |
DS0725 |
PL0000108197 |
106,75 |
107,09 |
2,04 |
1,99 |
106,92 |
2,02 |
WZ0126 |
PL0000108817 |
98,39 |
98,69 |
--- |
--- |
98,54 |
--- |
DS0726 |
PL0000108866 |
102,17 |
102,58 |
2,16 |
2,10 |
102,38 |
2,13 |
DS0727 |
PL0000109427 |
101,94 |
102,32 |
2,23 |
2,18 |
102,13 |
2,21 |
WS0428 |
PL0000107611 |
103,98 |
104,35 |
2,24 |
2,20 |
104,17 |
2,22 |
WZ0528 |
PL0000110383 |
97,16 |
97,52 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
130,73 |
131,26 |
2,21 |
2,16 |
131,00 |
2,19 |
DS1029 |
PL0000111498 |
104,25 |
104,56 |
2,28 |
2,25 |
104,41 |
2,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,13 |
101,29 |
1,27 |
0,71 |
101,21 |
0,99 |
WZ0120 |
PL0000108601 |
100,29 |
100,42 |
--- |
--- |
100,36 |
--- |
PS0420 |
PL0000108510 |
100,17 |
100,26 |
1,27 |
1,16 |
100,22 |
1,21 |
OK0720 |
PL0000110375 |
98,69 |
98,84 |
1,30 |
1,15 |
98,77 |
1,22 |
DS1020 |
PL0000106126 |
104,91 |
105,06 |
1,32 |
1,21 |
104,99 |
1,26 |
WZ0121 |
PL0000106068 |
100,35 |
100,47 |
--- |
--- |
100,41 |
--- |
PS0421 |
PL0000108916 |
100,84 |
100,95 |
1,51 |
1,45 |
100,90 |
1,48 |
OK0521 |
PL0000111274 |
97,25 |
97,44 |
1,51 |
1,41 |
97,35 |
1,46 |
PS0721 |
PL0000109153 |
100,37 |
100,48 |
1,56 |
1,50 |
100,43 |
1,53 |
DS1021 |
PL0000106670 |
109,20 |
109,38 |
1,59 |
1,51 |
109,29 |
1,55 |
PS0422 |
PL0000109492 |
101,49 |
101,71 |
1,69 |
1,61 |
101,60 |
1,65 |
WS0922 |
PL0000102646 |
112,28 |
112,52 |
1,75 |
1,67 |
112,40 |
1,71 |
WZ1122 |
PL0000109377 |
99,98 |
100,12 |
--- |
--- |
100,05 |
--- |
PS0123 |
PL0000110151 |
102,40 |
102,56 |
1,79 |
1,74 |
102,48 |
1,76 |
IZ0823 |
PL0000105359 |
113,58 |
114,19 |
--- |
--- |
113,89 |
--- |
DS1023 |
PL0000107264 |
108,65 |
108,90 |
1,87 |
1,81 |
108,78 |
1,84 |
WZ0124 |
PL0000107454 |
99,46 |
99,69 |
--- |
--- |
99,58 |
--- |
PS0424 |
PL0000111191 |
102,60 |
102,81 |
1,92 |
1,88 |
102,71 |
1,90 |
WZ0524 |
PL0000110615 |
99,33 |
99,49 |
--- |
--- |
99,41 |
--- |
PS1024 |
PL0000111720 |
101,26 |
101,51 |
1,99 |
1,94 |
101,39 |
1,97 |
DS0725 |
PL0000108197 |
106,69 |
106,90 |
2,05 |
2,02 |
106,80 |
2,04 |
WZ0126 |
PL0000108817 |
98,41 |
98,68 |
--- |
--- |
98,55 |
--- |
DS0726 |
PL0000108866 |
102,10 |
102,37 |
2,17 |
2,13 |
102,24 |
2,15 |
DS0727 |
PL0000109427 |
101,95 |
102,30 |
2,23 |
2,18 |
102,13 |
2,21 |
WS0428 |
PL0000107611 |
103,96 |
104,23 |
2,24 |
2,21 |
104,10 |
2,23 |
WZ0528 |
PL0000110383 |
97,16 |
97,52 |
--- |
--- |
97,34 |
--- |
WS0429 |
PL0000105391 |
130,66 |
131,20 |
2,22 |
2,17 |
130,93 |
2,19 |
DS1029 |
PL0000111498 |
104,28 |
104,50 |
2,28 |
2,25 |
104,39 |
2,26 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
95 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0424 |
PL0000111191 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
5 |
WZ1122 |
PL0000109377 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
120 |
TOTAL |
240 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.